Mincraft Private Server (No LAN)

Now I have no idea about minecraft; but a friend of mine plays at a military base so he cannot use the lan - but can connect to the internet (it's blocked) so he is looking for information on how to establish a private server where he and a few friends can play on.

So if anyone knows how to establish a free or costed server that can be accessed without a local area network that would be super duper.

I am assuming that there are private websites you can go to that sell server space. But preferably would like to avoid that.

Thanks for the info - After googling for about 15 minutes and having no idea what I was looking at I thought the friendly people here would have an idea ^.^